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111 lines
3.8 KiB
C++
111 lines
3.8 KiB
C++
// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2016 Gael Guennebaud <gael.guennebaud@inria.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#include "main.h"
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#include <Eigen/LU>
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#include <Eigen/Cholesky>
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#include <Eigen/QR>
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// This file test inplace decomposition through Ref<>, as supported by Cholesky, LU, and QR decompositions.
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template<typename DecType,typename MatrixType> void inplace(bool square = false, bool SPD = false)
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{
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typedef typename MatrixType::Scalar Scalar;
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typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> RhsType;
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typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> ResType;
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Index rows = MatrixType::RowsAtCompileTime==Dynamic ? internal::random<Index>(2,EIGEN_TEST_MAX_SIZE/2) : MatrixType::RowsAtCompileTime;
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Index cols = MatrixType::ColsAtCompileTime==Dynamic ? (square?rows:internal::random<Index>(2,rows)) : MatrixType::ColsAtCompileTime;
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MatrixType A = MatrixType::Random(rows,cols);
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RhsType b = RhsType::Random(rows);
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ResType x(cols);
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if(SPD)
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{
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assert(square);
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A.topRows(cols) = A.topRows(cols).adjoint() * A.topRows(cols);
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A.diagonal().array() += 1e-3;
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}
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MatrixType A0 = A;
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MatrixType A1 = A;
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DecType dec(A);
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// Check that the content of A has been modified
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VERIFY_IS_NOT_APPROX( A, A0 );
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// Check that the decomposition is correct:
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if(rows==cols)
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{
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VERIFY_IS_APPROX( A0 * (x = dec.solve(b)), b );
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}
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else
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{
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VERIFY_IS_APPROX( A0.transpose() * A0 * (x = dec.solve(b)), A0.transpose() * b );
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}
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// Check that modifying A breaks the current dec:
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A.setRandom();
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if(rows==cols)
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{
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VERIFY_IS_NOT_APPROX( A0 * (x = dec.solve(b)), b );
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}
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else
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{
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VERIFY_IS_NOT_APPROX( A0.transpose() * A0 * (x = dec.solve(b)), A0.transpose() * b );
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}
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// Check that calling compute(A1) does not modify A1:
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A = A0;
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dec.compute(A1);
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VERIFY_IS_EQUAL(A0,A1);
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VERIFY_IS_NOT_APPROX( A, A0 );
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if(rows==cols)
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{
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VERIFY_IS_APPROX( A0 * (x = dec.solve(b)), b );
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}
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else
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{
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VERIFY_IS_APPROX( A0.transpose() * A0 * (x = dec.solve(b)), A0.transpose() * b );
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}
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}
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void test_inplace_decomposition()
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{
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EIGEN_UNUSED typedef Matrix<double,4,3> Matrix43d;
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for(int i = 0; i < g_repeat; i++) {
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CALL_SUBTEST_1(( inplace<LLT<Ref<MatrixXd> >, MatrixXd>(true,true) ));
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CALL_SUBTEST_1(( inplace<LLT<Ref<Matrix4d> >, Matrix4d>(true,true) ));
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CALL_SUBTEST_2(( inplace<LDLT<Ref<MatrixXd> >, MatrixXd>(true,true) ));
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CALL_SUBTEST_2(( inplace<LDLT<Ref<Matrix4d> >, Matrix4d>(true,true) ));
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CALL_SUBTEST_3(( inplace<PartialPivLU<Ref<MatrixXd> >, MatrixXd>(true,false) ));
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CALL_SUBTEST_3(( inplace<PartialPivLU<Ref<Matrix4d> >, Matrix4d>(true,false) ));
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CALL_SUBTEST_4(( inplace<FullPivLU<Ref<MatrixXd> >, MatrixXd>(true,false) ));
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CALL_SUBTEST_4(( inplace<FullPivLU<Ref<Matrix4d> >, Matrix4d>(true,false) ));
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CALL_SUBTEST_5(( inplace<HouseholderQR<Ref<MatrixXd> >, MatrixXd>(false,false) ));
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CALL_SUBTEST_5(( inplace<HouseholderQR<Ref<Matrix43d> >, Matrix43d>(false,false) ));
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CALL_SUBTEST_6(( inplace<ColPivHouseholderQR<Ref<MatrixXd> >, MatrixXd>(false,false) ));
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CALL_SUBTEST_6(( inplace<ColPivHouseholderQR<Ref<Matrix43d> >, Matrix43d>(false,false) ));
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CALL_SUBTEST_7(( inplace<FullPivHouseholderQR<Ref<MatrixXd> >, MatrixXd>(false,false) ));
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CALL_SUBTEST_7(( inplace<FullPivHouseholderQR<Ref<Matrix43d> >, Matrix43d>(false,false) ));
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CALL_SUBTEST_8(( inplace<CompleteOrthogonalDecomposition<Ref<MatrixXd> >, MatrixXd>(false,false) ));
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CALL_SUBTEST_8(( inplace<CompleteOrthogonalDecomposition<Ref<Matrix43d> >, Matrix43d>(false,false) ));
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}
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}
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